+32.4%
TPR vs DTE
+3.9%
+28.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | +6.4% | +1.6% | +4.8% | +6.1% |
| 30D | +13.8% | +9.1% | +4.7% | +12.3% |
| 3M | -16.6% | +2.4% | -19.0% | -17.3% |
| 6M | +0.7% | -0.2% | +0.9% | +0.1% |
| YTD | +5.3% | +11.0% | -5.7% | +2.9% |
| 1Y | +32.4% | +3.4% | +29.0% | +32.1% |
| All | +32.4% | +3.9% | +28.4% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DTE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling